+859.2%
BLX vs SPY
+3,091.8%
-2,232.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -4.7% | +0.1% | -4.7% | -4.7% |
| 3M | +0.7% | +2.0% | -1.3% | -1.0% |
| 6M | +15.2% | +13.0% | +2.2% | +4.3% |
| YTD | +29.7% | +13.5% | +16.1% | +16.9% |
| 1Y | +23.7% | +20.0% | +3.7% | +6.7% |
| 3Y | +174.1% | +77.2% | +96.9% | +73.5% |
| 5Y | +338.5% | +81.9% | +256.7% | +167.3% |
| 10Y | +254.2% | +314.1% | -59.9% | +13.6% |
| All | +859.2% | +3,091.8% | -2,232.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling